+448.1%
NFLX vs MOS
+3.2%
+444.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.2% |
| 7D | -0.3% | +24.8% | -25.1% | -3.4% |
| 30D | -10.0% | +22.7% | -32.7% | -12.8% |
| 3M | -17.1% | -1.2% | -15.9% | -17.3% |
| 6M | -27.7% | +5.5% | -33.2% | -28.8% |
| YTD | -32.5% | -2.0% | -30.6% | -33.5% |
| 1Y | -43.5% | -7.9% | -35.6% | -43.9% |
| 3Y | +41.4% | -25.0% | +66.4% | +42.1% |
| 5Y | -2.2% | -27.7% | +25.5% | -2.2% |
| 10Y | +448.1% | -1.6% | +449.6% | +420.6% |
| All | +448.1% | +3.2% | +444.9% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling